+224.0%
IONQ vs TECH
-5.7%
+229.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +16.7% | +0.2% | +16.5% | +16.6% |
| 30D | -12.3% | +0.5% | -12.8% | -12.5% |
| 3M | -17.7% | +1.1% | -18.8% | -18.2% |
| 6M | -28.9% | +51.0% | -80.0% | -46.5% |
| YTD | -22.0% | +24.4% | -46.4% | -36.2% |
| 1Y | -36.8% | +27.4% | -64.3% | -49.6% |
| 3Y | +228.2% | +28.5% | +199.7% | +138.2% |
| 5Y | +91.9% | -40.9% | +132.8% | +136.5% |
| All | +224.0% | -5.7% | +229.7% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TECH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling